-16.8%
DOW vs JAAA
+29.3%
-46.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.1% |
| 30D | +2.0% | +0.5% | +1.5% | +1.0% |
| 3M | -12.5% | +1.2% | -13.7% | -14.8% |
| 6M | -9.2% | +2.8% | -12.0% | -14.6% |
| YTD | +30.8% | +3.2% | +27.6% | +22.0% |
| 1Y | +29.4% | +4.8% | +24.6% | +16.5% |
| 3Y | -34.6% | +19.0% | -53.5% | -49.3% |
| 5Y | -35.9% | +26.8% | -62.8% | -54.0% |
| All | -16.8% | +29.3% | -46.1% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling